Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 852462.0358 | 782806.3784 | 69655.6574 | 976885.748 | 1790323.0381 | -813437.2901 |
Total P&L (%) | 852.462 | 782.8064 | 69.6557 | 976.8857 | 1790.323 | -813.4373 |
Avg Daily Profit (%) | 0.3779 | 0.3471 | 0.0309 | 0.1054 | 0.1304 | 0 |
Buy And Hold Return (%) | 137.0558 | 137.0558 | 137.0558 | 137.0558 | 137.0558 | 137.0558 |
Max Trade Drawdown | -165196 | -124201 | -162399 | -2064618 | -1295183 | -1631065 |
Profit Factor | 1.6898 | 2.2472 | 1.1145 | 1.0903 | 1.3284 | 0.8484 |
Total Trades | 259 | 130 | 129 | 259 | 130 | 129 |
Winning Trades | 93 | 39 | 54 | 93 | 39 | 54 |
Losing Trades | 166 | 91 | 75 | 166 | 91 | 75 |
Profitability (%) | 35.9073 | 30 | 41.8605 | 35.9073 | 30 | 41.8605 |
Ratio Avg Win / Avg Loss | 3.0161 | 5.2434 | 1.5479 | 1.9461 | 3.0996 | 1.1783 |
Largest Winning Trade | 396564 | 396564 | 46560 | 1783652 | 1783652 | 385065 |
Largest Losing Trade | -42855 | -24845 | -42855 | -382533 | -311588 | -382533 |
Avg Bars in Trades | 17 | 17 | 16 | 17 | 17 | 16 |
Avg Bars in Winners | 32 | 38 | 28 | 32 | 38 | 28 |
Avg Bars in Losers | 8 | 8 | 8 | 8 | 8 | 8 |
Bars Traded | 4468 | 2283 | 2185 | 4468 | 2283 | 2185 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302124 | 180133 | -413948 | -175743 | -24859 | -582210 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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